-58.6%
MSTR vs ECHO
+14.6%
-73.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.0% | -8.4% | -6.2% |
| 7D | +9.3% | +8.6% | +0.7% | +5.4% |
| 30D | +36.5% | +3.8% | +32.8% | +34.0% |
| 3M | +7.3% | -19.9% | +27.2% | +16.3% |
| 6M | +2.2% | -12.1% | +14.3% | +3.7% |
| YTD | -10.2% | -14.1% | +3.9% | -7.4% |
| 1Y | -58.6% | +15.9% | -74.5% | -64.4% |
| All | -58.6% | +14.6% | -73.2% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ECHO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling